This is a great place to note how stellar WOLF HALL and its sequels are. They make his life really accessible, even if it is a fictionalized account of real events.
Of course it's worth mentioning that he's also depicted prominently in "A Man for all Seasons" of which "Wolf Hall" was created as a foil.
I think Wolf Hall is rather over rated. It sort of projects quite a bit of modern sensibilities into people living in those times. It is also very sparse, in the sense it doesn't catch very much of the mannerisms of speech etc or even the physical details, flavour of of the times of things.
Counteranecdote: I'm pretty sensitive to anachronisms in historical depictions, and thought Wolf Hall was pretty darned good about situating itself in what felt like a reasonable facsimile of the 16th century. I mean, we can't know what people thought, or how. But, I don't recall any red flags offhand.